-100.0%
REW vs SPY
+647.1%
-747.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.4% | +4.4% | +3.3% |
| 7D | -6.8% | +2.6% | -9.4% | -1.1% |
| 30D | +20.3% | -2.0% | +22.3% | +18.3% |
| 3M | +20.0% | -2.8% | +22.8% | +16.9% |
| 6M | -3.7% | +2.1% | -5.9% | +8.1% |
| YTD | -38.6% | +11.5% | -50.0% | -13.9% |
| 1Y | -39.5% | +13.5% | -53.0% | -11.4% |
| 3Y | -79.9% | +77.7% | -157.6% | -5.6% |
| 5Y | -85.8% | +72.6% | -158.5% | -10.2% |
| 10Y | -99.6% | +308.2% | -407.8% | -79.3% |
| All | -100.0% | +647.1% | -747.1% | -91.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling